-60.3%
TSLL vs PLUG
-94.4%
+34.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.5% | -14.4% | -19.8% |
| 7D | -28.9% | -4.9% | -24.0% | -27.8% |
| 30D | -21.4% | -27.4% | +6.0% | -14.2% |
| 3M | +5.0% | -35.7% | +40.7% | +18.5% |
| 6M | -36.6% | -59.3% | +22.8% | -19.5% |
| YTD | -56.6% | -31.5% | -25.2% | -53.9% |
| 1Y | -60.9% | -48.9% | -12.0% | -55.4% |
| 3Y | -25.2% | -79.6% | +54.4% | -13.3% |
| All | -60.3% | -94.4% | +34.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling